CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
394-0 |
390-0 |
-4-0 |
-1.0% |
389-4 |
| High |
397-4 |
390-4 |
-7-0 |
-1.8% |
402-0 |
| Low |
392-0 |
384-4 |
-7-4 |
-1.9% |
385-0 |
| Close |
393-6 |
385-6 |
-8-0 |
-2.0% |
396-4 |
| Range |
5-4 |
6-0 |
0-4 |
9.1% |
17-0 |
| ATR |
10-2 |
10-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
90,415 |
70,924 |
-19,491 |
-21.6% |
496,304 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
404-7 |
401-3 |
389-0 |
|
| R3 |
398-7 |
395-3 |
387-3 |
|
| R2 |
392-7 |
392-7 |
386-7 |
|
| R1 |
389-3 |
389-3 |
386-2 |
388-1 |
| PP |
386-7 |
386-7 |
386-7 |
386-2 |
| S1 |
383-3 |
383-3 |
385-2 |
382-1 |
| S2 |
380-7 |
380-7 |
384-5 |
|
| S3 |
374-7 |
377-3 |
384-1 |
|
| S4 |
368-7 |
371-3 |
382-4 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-4 |
438-0 |
405-7 |
|
| R3 |
428-4 |
421-0 |
401-1 |
|
| R2 |
411-4 |
411-4 |
399-5 |
|
| R1 |
404-0 |
404-0 |
398-0 |
407-6 |
| PP |
394-4 |
394-4 |
394-4 |
396-3 |
| S1 |
387-0 |
387-0 |
395-0 |
390-6 |
| S2 |
377-4 |
377-4 |
393-3 |
|
| S3 |
360-4 |
370-0 |
391-7 |
|
| S4 |
343-4 |
353-0 |
387-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-0 |
384-4 |
18-4 |
4.8% |
6-5 |
1.7% |
7% |
False |
True |
79,438 |
| 10 |
403-0 |
368-0 |
35-0 |
9.1% |
7-7 |
2.0% |
51% |
False |
False |
96,663 |
| 20 |
403-0 |
344-6 |
58-2 |
15.1% |
8-3 |
2.2% |
70% |
False |
False |
103,045 |
| 40 |
403-0 |
344-6 |
58-2 |
15.1% |
8-5 |
2.2% |
70% |
False |
False |
79,026 |
| 60 |
438-0 |
344-6 |
93-2 |
24.2% |
10-0 |
2.6% |
44% |
False |
False |
57,974 |
| 80 |
438-0 |
316-0 |
122-0 |
31.6% |
10-5 |
2.8% |
57% |
False |
False |
48,153 |
| 100 |
449-6 |
316-0 |
133-6 |
34.7% |
10-3 |
2.7% |
52% |
False |
False |
40,642 |
| 120 |
498-0 |
316-0 |
182-0 |
47.2% |
10-6 |
2.8% |
38% |
False |
False |
34,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
416-0 |
|
2.618 |
406-2 |
|
1.618 |
400-2 |
|
1.000 |
396-4 |
|
0.618 |
394-2 |
|
HIGH |
390-4 |
|
0.618 |
388-2 |
|
0.500 |
387-4 |
|
0.382 |
386-6 |
|
LOW |
384-4 |
|
0.618 |
380-6 |
|
1.000 |
378-4 |
|
1.618 |
374-6 |
|
2.618 |
368-6 |
|
4.250 |
359-0 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
387-4 |
393-6 |
| PP |
386-7 |
391-1 |
| S1 |
386-3 |
388-3 |
|